LKINX vs. RWIIX
LKINX (LKCM International Equity Fund) and RWIIX (Redwood AlphaFactor Tactical International Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, LKINX returned 5.45%/yr vs 1.95%/yr for RWIIX. Their 0.62 correlation means they have sometimes moved together and sometimes differently. LKINX charges 1.00%/yr vs 1.22%/yr for RWIIX.
Performance
LKINX vs. RWIIX - Performance Comparison
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Returns By Period
In the year-to-date period, LKINX achieves a 10.46% return, which is significantly higher than RWIIX's 8.40% return.
LKINX
- 1D
- 0.46%
- 1M
- -0.29%
- 6M
- 6.15%
- YTD
- 10.46%
- 1Y
- 18.61%
- 3Y*
- 12.74%
- 5Y*
- 5.45%
- 10Y*
- —
- ALL TIME*
- 9.67%
RWIIX
- 1D
- 0.43%
- 1M
- 2.25%
- 6M
- 3.15%
- YTD
- 8.40%
- 1Y
- 18.29%
- 3Y*
- 3.96%
- 5Y*
- 1.95%
- 10Y*
- —
- ALL TIME*
- 3.81%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LKINX vs. RWIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
LKINX LKCM International Equity Fund | 10.46% | 21.87% | 4.83% | 16.10% | -20.54% | 18.00% | 14.45% | 10.97% |
RWIIX Redwood AlphaFactor Tactical International Fund | 8.40% | 7.87% | -6.03% | 9.07% | -11.57% | 10.68% | 14.57% | 1.51% |
Correlation
The correlation between LKINX and RWIIX is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.72 |
Correlation (3Y) Balances recent behavior with more history. | 0.69 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.62 |
Correlation (All Time) Calculated using the full available price history since May 7, 2019 | 0.62 |
The correlation between LKINX and RWIIX shifts across timeframes, from 0.62 (5 years) to 0.72 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
LKINX vs. RWIIX — Risk / Return Rank
LKINX
RWIIX
LKINX vs. RWIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LKCM International Equity Fund (LKINX) and Redwood AlphaFactor Tactical International Fund (RWIIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LKINX | RWIIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.31 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.05 | 2.77 | -0.71 |
| Martin ratioReturn relative to average drawdown | 7.51 | 6.71 | +0.81 |
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Drawdowns
LKINX vs. RWIIX - Drawdown Comparison
The maximum LKINX drawdown since its inception was -35.00%, which is greater than RWIIX's maximum drawdown of -20.34%. Use the drawdown chart below to compare losses from any high point for LKINX and RWIIX.
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Drawdown Indicators
| LKINX | RWIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.00% | -20.34% | -14.66% |
Max Drawdown (1Y)Largest decline over 1 year | -9.54% | -6.94% | -2.60% |
Max Drawdown (3Y)Largest decline over 3 years | -13.41% | -20.34% | +6.93% |
Max Drawdown (5Y)Largest decline over 5 years | -33.95% | -20.34% | -13.61% |
Current DrawdownCurrent decline from peak | -0.91% | -1.54% | +0.63% |
Average DrawdownAverage peak-to-trough decline | -7.33% | -7.72% | +0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 2.86% | -0.26% |
Volatility
LKINX vs. RWIIX - Volatility Comparison
LKCM International Equity Fund (LKINX) has a higher volatility of 3.09% compared to Redwood AlphaFactor Tactical International Fund (RWIIX) at 2.85%. This indicates that LKINX's price experiences larger fluctuations and is considered to be riskier than RWIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LKINX | RWIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.09% | 2.85% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 11.18% | 9.36% | +1.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.64% | 11.61% | +2.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.32% | 11.70% | +5.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.39% | 10.98% | +8.41% |
LKINX vs. RWIIX - Expense Ratio Comparison
LKINX has a 1.00% expense ratio, which is lower than RWIIX's 1.22% expense ratio.
Dividends
LKINX vs. RWIIX - Dividend Comparison
LKINX's dividend yield for the trailing twelve months is around 1.19%, less than RWIIX's 8.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
LKINX LKCM International Equity Fund | 1.19% | 1.32% | 1.40% | 1.45% | 4.00% | 1.24% | 0.19% | 0.06% | 0.00% | 0.00% |
RWIIX Redwood AlphaFactor Tactical International Fund | 8.06% | 8.74% | 0.00% | 6.82% | 1.72% | 14.15% | 6.51% | 1.84% | 0.86% | 0.02% |
Frequently Asked Questions
LKINX and RWIIX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LKINX has higher volatility (3.09%) compared to RWIIX (2.85%). In terms of maximum drawdown, LKINX dropped -35.00% vs RWIIX's -20.34%.
RWIIX currently has the higher Sharpe Ratio (1.66 vs 1.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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